Re: [R] sparse PCA using nsprcomp package

2013-09-11 Thread array chip
eptember 9, 2013 8:06 AM Subject: Re: [R] sparse PCA using nsprcomp package Hi John > 1). Assume now I can calculate these "adjusted" standard deviation from > sparse PCA, should the percent variation explained by each sparse PC be > calculated using the sum of all these "

Re: [R] sparse PCA using nsprcomp package

2013-09-09 Thread Christian Sigg
Hi John > 1). Assume now I can calculate these "adjusted" standard deviation from > sparse PCA, should the percent variation explained by each sparse PC be > calculated using the sum of all these "adjusted" variance (i.e. square of the > "adjusted" standard deviation) as the denominator (then t

Re: [R] sparse PCA using nsprcomp package

2013-09-05 Thread array chip
in, John From: Christian Sigg Cc: r-help@r-project.org Sent: Thursday, September 5, 2013 2:43 PM Subject: Re: [R] sparse PCA using nsprcomp package Hi John I am currently traveling and have sporadic net access, I therefore can only answer briefly. It's

Re: [R] sparse PCA using nsprcomp package

2013-09-05 Thread Christian Sigg
Hi John I am currently traveling and have sporadic net access, I therefore can only answer briefly. It's also quite late, I hope what follows still makes sense... > For regular PCA by prcomp(), we can easily calculate the percent of total > variance explained by the first k PCs by using cumsum(

[R] sparse PCA using nsprcomp package

2013-09-05 Thread array chip
Hi all, I am using nsprcomp() from nsprcomp package to run sparse PCA. The output is very much like regular PCA by prcomp() in that it provides "sdev" for standard deviation of principle components (PC). For regular PCA by prcomp(), we can easily calculate the percent of total variance explai